EFTA01522732

GHISLAINE MAXWELL-HY ACCT. For the Period 2/1/12 to 2/29/12 Portfolio Activity Detail INFLOWS & OUTFLOWS Settle Date Type Description Qula Per Unit Amount Amount Selection Method Income Corporate Interest 2/1 NEWFIELD EXPLORATION CO 6 7/8% FEB 01 2020 DID 01/25/2010 (ID: 651290-AN-8) 20,000.000 0.034 687.50 2/1 Corporate Interest PINNACLE ENTERTAINMENT 8 5/8% AUG 01 2017 DTD 0201/2010 (ID: 723456-AK-5) 10,000.000 0.043 431.25 2/1 Interest Income DEPOSIT SWEEP INTEREST FOR JAN. • .01% RATE ON NET AVG COLLECTED BALANCE OF $23,701.35 AS OF 02/01/12 0.23 2/7 Accrued Int Reed VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DTD 01/01/2010 (ID: 92532B-AB-5) 2,000.000 0012 23.00 2/7 Accrued IN Reed VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DID 01/01/2010 (ID: 925326-AB-5) 8,000.000 0.012 92.00 2/8 Accrued Int Recd VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DID 01/01/2010 (ID: 925328-AB-5) 2,000.600 0.012 23.64 2/9 Accrued Int Reed VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 DID 01/01/2010 (ID: 92532B-AB-5) 2,000.000 0012 24.28 2/14 Accrued Int Recd VERSO PAPER HLDGS LLC IN 11 1/291 JUL 01 2014 DM 01/01/2010 (ID: 925323-AB-5) 2.000.000 0013 26.83 2/15 Corporate Interest CSC HOLDINGS LLC 85/8% FEB 15 2019 DM 02/12/2009 (ID: 126307-AC-1) 10,000.000 0.043 431.25 2/15 Corporate Interest CHESAPEAKE ENERGY CORP 812% AUG 15 2017 DID 8/16/2005 (ID: 165167-BS-5) 15,000.000 0.033 487.50 2/15 Corporate Interest IRON MOUNTAIN INC 8 3/8% AUG 15 2021 DTD 15,000.000 0.042 628.13 06/10/2009 (ID: 46284P-AM-6) J.P.Morgan Page 17 of 19 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050304 SDNY_GM_00319502 EFTA01522732